Large-scale stochastic hereditary systems under Markovian structural perturbations. I: Variational comparison theorems

MaRDI QIDQ871331zbMATH OpenFDO

Authors G. S. Ladde

Publication date 19 March 2007

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

zbMATH Keywords

convergencedifferential equations with delay and memorylarge-scale stochastic hereditary differential systemsMarkov chainsMarkovian perturbationsrobustnessstabilitytime-delayvariational comparison theorems

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on discrete state spaces (60J27)

Review text

This paper is part of 3 subsequent papers in the same journal issue (see Zbl 1121.34086 and Zbl 1121.34087). This paper series investigates the qualitative behavior of large-scale stochastic hereditary systems under Markovian structural perturbations. The random structural perturbations are described by a Markov chain with a finite number of states. The first part of this three-part series deals with the problem formulation and the development of mathematical tools to undertake this investigation. In the first part the author presents variational comparison theorems for isolated subsystems of large-scale stochastic hereditary systems under Markovian structural perturbations. This part represents the basis for the study of hierarchic systems.

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(3)

• Quantized stabilization of stochastic systems with multiplicative noise under Markovian switching
• Large-scale stochastic hereditary systems under Markovian structural perturbations. II: Qualitative analysis of isolated subsystems
• Large-scale stochastic hereditary systems under Markovian structural perturbations. III: Qualitative analysis

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